I don't have any experience with the F1/F100 steering boxes but I have pressed many '35 to '48 passenger car/light commercial type worms off their steering shafts and pressed the different shafts into '37-'48 worms to build later boxes for the '36 and earlier Fords. I am thinking you may be able to press that cut off F1 shaft out of its worm and press your '39 shaft and the F1 worm together to all work in that AV8 with a '39 column tube and drop. I think if that works I would rather use that approach than welding steering shafts together. JMHO
PS...if the '39 shaft can be pressed into the F1 worm, another thing you could consider is adjusting the length of the '39 shaft to give you the length of column you want/need for your AV8. You can also easily reposition the locking collar on the shaft to whatever position works best with the '39 drop to allow the locking feature to work properly.